statsmodels.discrete.discrete_model.Logit.loglike¶

Logit.loglike(params)[source]¶

Log-likelihood of logit model.

Parameters:

params : array-like

The parameters of the logit model.

Returns:

loglike : float

The log-likelihood function of the model evaluated at params. See notes.

Notes

$\ln L=\sum_{i}\ln\Lambda\left(q_{i}x_{i}^{\prime}\beta\right)$

Where $q=2y-1$ . This simplification comes from the fact that the logistic distribution is symmetric.